← Intermediate Course /Module 01 — What Is Exposure Data? /Lesson 1.1
MODULE 01 · WHAT IS EXPOSURE DATA?

The Schedule of Values

📖 ~40 min · Lesson 1.1 of 14 · 3 micro-checks + quiz · Meridian Portfolio throughout
Your Scenario — Tuesday Morning, Halcyon Syndicate 2247

It's 9:15 AM. You've been at Halcyon for three weeks. Your manager, James, drops a file in your inbox with one line: "Meridian renewal SOV — can you get this modelled by Thursday?"

You open the attachment. It's an Excel file with four sheets — Americas, Europe, Asia-Pacific, Middle East & Africa. 150 locations. 13 countries. You scroll through the first sheet. Some rows look complete. Others have blank cells where you expected numbers. One row says "TBC" under the TIV column. One Japanese record has a value of 850,000,000 with no currency label. A Lagos entry has no address, no construction class, and no coordinates — just the words "Apapa Port Area near Tin Can Island."

James hasn't told you what to do with any of this. He just wants results by Thursday.

What is this file, what does it need to contain, and how do you know if it's good enough to run through the model?

What a Schedule of Values Is

The Schedule of Values (SOV) is the single most important document in any cat model run. It is a structured list of every insured location in a portfolio — its address, physical characteristics, and insured financial values. Everything the model produces flows directly from what this file contains.

The SOV does not originate in the insurance industry. It starts with the insured, a company's property management team, a real estate division, a corporate risk manager and gets compiled from whatever systems that company happens to use to track their assets. Those systems were built for accounting or facilities management, not for insurance or cat modelling. The data is organised the way the company finds useful, not the way a hazard model needs it.

By the time the SOV reaches your desk, it has passed through at least two other pairs of hands. The insured's broker extracts the data and formats it for the submission. Then it comes to you. Every translation step is an opportunity for fields to be left blank, values to be reformatted incorrectly, or addresses to be swapped for head-office mailing addresses. This is not incompetence, it is the structural reality of how exposure data moves through the market.

The Fundamental Rule

A cat model is not a machine that turns bad data into reliable loss estimates. It is a machine that amplifies what you give it. A portfolio with 40% of locations at county-level geocodes, will produce loss estimates that are wrong by an unknowable margin. And the model will produce those estimates without warning. Knowing what good data looks like before you run the model is the core skill of an exposure analyst.

Who Creates the SOV and Why It Matters

The chain of custody for an SOV determines where its quality problems come from. Understanding this chain tells you exactly who to contact when you find a gap, and what kind of gap to expect.

Micro-Check · Before You Continue

The Meridian SOV was compiled by Ardent Re from Meridian's internal facilities register. One record shows the Bogotá hotel's TIV as "TBC." At which point in the chain of custody did this problem most likely originate and who should you contact to fix it?

The problem originated with the insured (Meridian), not the broker. "TBC" means Ardent Re requested the TIV and Meridian's team had not yet confirmed it. The broker cannot invent a figure they do not have. Your contact is Ardent Re, asking them to chase Meridian's risk management team for the confirmed insured value. You should not model this location until the value is confirmed. An 18-storey hotel in seismically active Bogotá is not a location you can exclude silently from a model run without flagging it to the underwriter.

What Every SOV Should Contain

A complete SOV for cat model input covers five distinct categories of information. Not every field in every category is equally important — but knowing what the full picture should look like is what allows you to assess what is missing and how much it matters.

SOV Field Categories — The Complete Picture

📍 Location Identity
  • Location ID (unique)
  • Location name
  • Full street address
  • City / State / Postcode
  • Country
  • Latitude / Longitude
💰 Insured Values
  • Building value
  • Others value
  • Contents value
  • Business interruption Value (BI)
  • Total Insured Value (TIV)
  • Currency
🏗️ Physical Characteristics
  • Construction class
  • Occupancy class
  • Year built
  • Number of storeys
  • Gross floor area
  • Roof type / shape
  • Basement (Y/N)
📄 Policy Conditions
  • Policy / location limit
  • Deductible
  • Sublimits (flood, EQ)
  • Coinsurance %
  • Perils covered / excluded
🌍 Hazard Context
  • Flood/EQ/HU Zone Classification
  • Distance to coast
  • Elevation (metres)
  • First floor height
  • WUI / wildfire score

Required vs. Important vs. Better — What the Model Actually Needs

There is a critical difference between fields a model needs to run and fields it needs to run accurately. The model will process an SOV with missing construction data — it will simply apply a default. That default is almost always conservative (loss-inflating) and may bear no relationship to what the building actually is. Understanding this table is the foundation of every data quality conversation you will have.

FieldStatusIf Missing
Location IDREQUIREDEvery row must have a unique identifier
CountryREQUIREDModel cannot select the correct hazard database
Address or coordinatesREQUIREDLocation placed at country centroid : hazard score is meaningless
Total Insured Value (TIV)REQUIREDNo financial output possible : model cannot calculate a loss
CurrencyREQUIRED (multi-country)All TIVs treated as base currency : catastrophic error at scale
Occupancy classIMPORTANTModel applies most common regional default : may be wholly wrong
Construction classIMPORTANTConservative default inflates losses : direction is predictable but magnitude is not
Year builtIMPROVES RESULTSCannot distinguish modern code-compliant from pre-code : critical for earthquake
Number of storeysIMPROVES RESULTSDefault height assumption selected : affects resonance period for earthquake, flood depth ratio
Roof shapeIMPROVES RESULTSGable default applied : conservative for wind; can move hurricane losses 20–35%
First floor heightIMPROVES RESULTSAt-grade default maximises flood vulnerability : may overstate significantly for elevated buildings

Reading the Meridian SOV — Diagnosis at a Glance

The first thing you do when an SOV lands in your inbox is assess it, not model it. Before you touch the model, you need to understand what you are working with. The following twelve rows are drawn directly from the Meridian Portfolio. Each row illustrates a data quality pattern you will encounter repeatedly in your career.

Loc IDLocationCountryAddress CityPostcodeTIV (local) CurrencyConstruction OccupancyYear Built LatLon
MGA-001Tampa Bay Office ComplexUSA 1847 Harbour View BlvdTampa, FL33602 12,500,000USD Steel FrameOffice 200427.944-82.459
MGA-015London Canary Wharf RetailGBR Unit 4 Canada SquareLondon E143,800,000GBP ConcreteRetail
MGA-021Osaka Warehouse FacilityJPN 2-10-70 Namba-Naka Naniwa-kuOsaka556-0011 850,000,000 RC FrameIndustrial/Warehouse 199834.661135.501
MGA-036Istanbul Mixed Use TowerTUR Büyükdere Cad. No:127Istanbul34394 45,000,000USD MixedMixed Use 200841.0729.01
MGA-063Lagos Logistics HubNGA Apapa Port Area near Tin Can Island Lagos 2,100,000USD Commercial
MGA-068Santiago Office TowerCHL Av. Apoquindo 3600 Las CondesSantiago7550000 6,400,000USD RC Shear WallOffice 2015-33.415-70.598
MGA-074Bogotá Hotel & ConferenceCOL Carrera 7 No. 32-16Bogotá110311 TBC Concrete FrameHotel 4.615-74.068
MGA-079Munich Residential ApartmentsDEU Maximilianstraße 18München80539 5,750,000EUR MasonryResidential Multi-Family 196348.13911.577
MGA-089Bangkok Retail ComplexTHA Ratchadamri Rd Pathum WanBangkok10330 280,000,000 RC FrameRetail/Commercial 201113.743100.540
MGA-099Manila Office TowerPHL Ayala Ave Makati CityManila1226 350,000,000PHP RC FrameOffice 14.557121.017
MGA-104Dubai Free Zone WarehouseARE Plot 35-B Jebel Ali Free ZoneDubai 8,900,000USD Steel FrameIndustrial/Warehouse 201925.0055.11
MGA-138Mumbai Residential TowerIND Andheri West, MumbaiMumbai 400053320,000,000 RCC Residential High-Rise 2017
12 of 150 Meridian Portfolio locations. Full CSV available for download at the bottom of this lesson. Colour coding: Red = must resolve before modelling · Amber = affects accuracy · Green = acceptable.
Error — must resolve
Warning — investigate
Acceptable

Dissecting Five of the Twelve Records

MGA-001 (Tampa Office) is the benchmark, this is what a clean record looks like. Full street address, precise coordinates, valid USD TIV, Steel Frame construction, Office occupancy, year built. Every required and important field is populated. This is the standard every other record should be measured against.

MGA-021 (Osaka Warehouse) has one critical error that makes it unmodelable: no currency. The TIV of 850,000,000 is meaningless without knowing whether it is JPY or USD. At 2024 exchange rates, JPY 850 million ≈ USD 5.7 million. If the model treats this as USD 850 million, the location appears as the most valuable single asset in the entire portfolio, which it is not. This one missing field makes the financial output for this location completely unreliable until resolved.

MGA-036 (Istanbul Mixed Use Tower) has three compounding issues. "Mixed" is not a construction class, it is a placeholder that forces the model to apply a default. The coordinates are given to only 2 decimal places (±1 km resolution) in a city that sits on one of the world's most dangerous active faults, where soil conditions vary dramatically at sub-kilometre scale. And 2008 construction in Turkey places this building in a critical code-era boundary, post-1999 Marmara earthquake reforms require investigation to confirm compliance. USD 45 million TIV at risk, and the three most important variables for earthquake modelling are all uncertain.

MGA-063 (Lagos Logistics Hub) is near-total data failure. "Apapa Port Area near Tin Can Island" is a neighbourhood description, not an address. No postcode exists because Nigeria does not have comprehensive postal coverage in this area. No construction class, no year, no coordinates. The TIV is the only usable field. This record will run through the model and will produce a number based entirely on model defaults applied to a Lagos city centroid geocode. That number will be essentially meaningless as a representation of this specific location's risk.

MGA-089 (Bangkok Retail Complex) repeats the Osaka currency problem TIV of 280,000,000 with no currency. THB 280 million ≈ USD 8 million, which is plausible for a Bangkok retail complex. USD 280 million is not. The magnitude of the figure alone is diagnostic — and this is a skill worth developing: knowing the approximate order of magnitude of asset values in different markets so that currency errors become immediately visible.

Micro-Check · Before You Continue

MGA-099 is the Manila Office Tower : 28-storey RC Frame, Makati City, PHP 350 million TIV, no year built. Manila sits directly above the West Valley Fault, one of the most dangerous urban faults in the world. Why does the missing year built field matter more for this specific location than it would for, say, the Munich apartment block (MGA-079, which also has a note on its 1963 construction)?

The year built gap is more consequential for Manila because the seismic hazard is dramatically higher and the code-era vulnerability gap is much wider. In the Philippines, the 1992 National Structural Code represented a major earthquake design improvement. A pre-1992 RC frame in Makati could have earthquake vulnerability 3–5 times higher than a post-2001 building at the same location. For Munich, earthquake hazard is moderate and masonry construction vulnerability does not vary by code era as dramatically. The Munich year is noted as a warning, the Manila year is a priority gap that materially changes the expected loss estimate.

The Ten-Minute SOV Diagnostic

When the SOV arrives, your first job is to understand what you are working with, not to fix it. A structured ten-minute diagnostic tells you what the data quality issues are, which ones are critical, and who to contact. Running the model before completing this step means producing results whose limitations you do not understand.

1

Count and sense-check — 2 minutes

How many locations? Does that match the submission documentation? Sum the TIV column, does it agree with the stated total? If the submission says USD 500M and the SOV sums to USD 50M, something is missing or the currency handling is broken.

2

Column check — 2 minutes

Are the columns you need for model input present? Is there a currency column? Are TIV components separated (building / contents / BI) or combined? Are there columns with unclear purposes? Note anything unexpected before you start cleaning.

3

Completeness scan — 3 minutes

For each key field, what proportion of records have a valid value? A field that is 95% complete is a manageable gap. A field that is 30% complete is a structural problem that may require you to pause the process and request more data before modelling.

4

Geographic check — 2 minutes

Does the country distribution match the submission? If the cover note says "UK commercial portfolio" and 15 records are in Germany and Poland, you need to understand why before you run the model. A quick country pivot takes 90 seconds.

5

Spot-check the worst records — 1 minute

Sort by the field with the highest blank rate and look at the 10 worst rows. Are the problems random (a few missed entries) or systematic (an entire column blank)? Random gaps are fixable. Systematic gaps require either additional data or an explicit statement to the underwriter about what the model does and does not reflect.

Red Flag — The Suspiciously Perfect SOV

A file where every field is populated with plausible-looking values can be more dangerous than one with visible gaps. If 90% of locations share exactly the same year built, or every commercial property is listed as "concrete frame" regardless of country, the data has been batch-filled with assumptions. The model will run without complaint. The results will be based on the cedant's guesses about their own data rather than actual property information. Always look for implausible uniformity, it is the hardest data quality problem to spot and the easiest to miss.

How SOV Quality Directly Affects Your Results

Data quality problems do not stay in the SOV, they propagate directly into every number the model produces. The relationship is proportional and unforgiving: a 30% TIV understatement produces a 30% understatement in modelled losses. Conservative construction defaults inflate losses in a direction you can predict, but by a magnitude you cannot precisely know without the correct data.

Consider MGA-036 : the Istanbul mixed-use tower, under three data quality scenarios. The location, the hazard, and the USD 45 million TIV are identical in all three. Only the data quality changes.

Istanbul Mixed Use Tower — AAL by Data Quality Scenario (Illustrative)

Scenario A — Full data (RC Frame, post-2000, street geocode, Vs30) ~USD 280,000 / year
Scenario B — Partial data (as submitted — "Mixed," 2dp coordinates) ~USD 410,000 / year  (+46%)
Scenario C — Minimal data (no construction, no year, city centroid) ~USD 620,000 / year  (+121%)

The same building. The same earthquake hazard. A 2.2× difference in modelled annual expected loss driven entirely by data quality. Across a 150-location portfolio where many records are at Scenario B or C quality, the cumulative impact on AAL and the EP curve can be substantial and the direction is almost always toward overstatement, because conservative defaults inflate losses.

This has a direct pricing implication. A portfolio with poor data quality will appear more expensive in the model than the same physical risk with complete data. If the underwriter prices on the model output without understanding the data quality, they may over-price a risk and lose it to a competitor who has better data or, in the other direction, accept a poorly understood risk believing it is adequately priced when the dominant uncertainty is actually in the input data.

Micro-Check · Before You Continue

You run the Meridian SOV through the model as-is without fixing any data gaps and the result shows a portfolio AAL of USD 4.8 million. Your manager asks: "Is that our true expected annual loss?" What is the honest answer?

No, and you need to explain why in specific terms, not just say "the data has some gaps." The USD 4.8M figure is based on: 23 Asian locations with blank currency fields (likely modelled at 30–150× their correct TIV); conservative construction defaults for 34 locations where class is "Mixed," "Unknown," or blank; city-centroid geocodes for all Nigerian locations and several Indian records; and one location (Bogotá hotel) excluded entirely because TIV = "TBC." The true AAL once data quality is improved could be materially higher or lower depending on how each gap resolves. The model has produced a number, but that number should be presented as directional only, pending data quality improvements.

Types of Accounts and What Their SOVs Look Like

The type of account determines what SOV quality is realistic to expect and therefore how you should approach gaps. A Lloyd's direct placement from a large multinational has fundamentally different data quality dynamics than a reinsurance bordereaux from a regional mutual insurer.

Commercial property direct & facultative (D&F) placements like Meridian tend to have the most complete data because the broker works closely with a single client and can obtain property-specific information. Full addresses, construction types, and year built are all obtainable, even if they require chasing. The Meridian SOV's gaps are fixable with a focused data request.

Treaty reinsurance SOVs represent an entire cedant's portfolio, potentially tens of thousands of locations. Data quality varies enormously by cedant sophistication. A well-run specialty insurer will have detailed location-level data. A small regional mutual may submit aggregated postcode-level data with no COPE information. At treaty level, the aggregate exposure quality matters more than individual location detail but systematic gaps in construction or occupancy data across thousands of records can materially bias portfolio-level results.

Delegated authority bordereaux submitted periodically by MGAs and coverholders typically have the weakest data quality of any SOV type. They reflect the data capture practices of potentially dozens of different MGAs, each using their own system with their own field definitions. A property syndicate relying on 20 MGA binding authorities will likely receive 20 different approaches to construction coding, 20 different address formats, and 20 different approaches to TIV components. Harmonising this data before model input is a significant exercise in itself.

In Practice : What to Do When the Data Is Not Good Enough

You have three options when an SOV arrives with material data gaps. First: request the missing data from the broker and delay the model run. Appropriate when the gaps are in fields that are critical for the dominant peril and the account is large enough to justify the timeline. Second: run the model with current data, apply and document conservative assumptions for the gaps, and present the results as directional only, with a clear statement of what changes once the data improves. This is appropriate for initial pricing indications on time-sensitive placements. Third: exclude records with critical gaps from the run entirely, and flag their exclusion explicitly. Never choose between these options without telling the underwriter which one you have taken and why.

Common Mistakes

01
Running the model without a diagnostic first

The model produces a number. The number looks plausible. No one knows 23 currency fields are blank and 15 addresses are head-office locations. This is the most common and the most invisible error.

02
Confusing mailing address with risk location

A company insures a Birmingham factory but the broker holds the London head-office address on file. The model geocodes the risk to the City of London. Wind zone, flood zone, and ground motion hazard are all wrong, silently.

03
Accepting "Concrete" as a construction class

"Concrete" is a material, not a structural system. Unreinforced concrete masonry and modern RC shear wall are both "concrete" with earthquake vulnerability factors 7–10× apart. Always investigate ambiguous construction descriptions for seismic-zone locations.

04
Not checking TIV plausibility against building characteristics

A 10-storey office building insured at USD 500,000 and a single-family home insured at USD 20 million are both wrong. A per-square-metre plausibility check against market benchmarks takes two minutes and catches order-of-magnitude errors before they enter the model.

05
Not documenting what you assumed

Every gap filled with a default or assumption by you or by the model, must be in the run log. Six months later, when a loss occurs and the model output is scrutinised, you must be able to explain exactly what data was used and what was assumed.

06
Treating last year's SOV as equivalent to this year's

On renewal business, always treat the new SOV as a fresh diagnostic exercise. Portfolio composition changes, broker teams change, and data quality can move in either direction between renewal years.

Key Terms

Schedule of Values (SOV)

A structured list of all insured locations with their physical characteristics and insured values. The primary input document for every cat model run.

Total Insured Value (TIV)

The maximum amount insurable at a location, typically the sum of building, contents, and business interruption values. The direct multiplier on every damage ratio the model produces.

COPE

Construction, Occupancy, Protection, Exposure : the four standard fields describing a building's physical risk characteristics. Primary drivers of vulnerability curve selection.

Bordereaux

The periodic statement submitted by a coverholder or MGA listing all risks bound under a delegated authority. The functional equivalent of an SOV for binding authority business.

Default Assumption

A value a cat model applies when a required field is missing. Defaults are calibrated to be conservative, they inflate modelled losses rather than understate them.

Secondary Modifier

Any exposure field beyond basic COPE that refines vulnerability curve selection — year built, number of storeys, roof shape, basement presence, first floor height.

Completeness Rate

The proportion of records in an SOV that have a valid value for a given field. The primary quantitative metric for data quality assessment before a model run.

Geocoding Resolution

The spatial precision of a location coordinate, street-level, postcode-level, city-level, or country-level. Resolution determines the accuracy of the hazard score the model assigns. Covered in depth in Module 2.

⬇ Download Meridian Portfolio CSV (150 locations)

Knowledge Check — Lesson 1.1

Five questions · 4 of 5 correct (80%) to pass

1. A bordereaux arrives with 8,000 locations. The Construction column shows every record as either "Frame" or "Masonry" perfectly split 50/50, no blanks. What is your first response?

AProceed, 100% completeness is a strong data quality indicator
BTreat this as a red flag. A perfect 50/50 split with no variation suggests the data was batch-filled with assumptions rather than obtained from individual property records. Investigate with the MGA before proceeding.
CReject the SOV, batch-filled data is unacceptable under Lloyd's market standards
DRun the model but halve the output to adjust for potential data quality concerns

2. MGA-021 shows TIV = 850,000,000 with a blank currency field. The country is Japan. What is the most likely correct TIV in USD and what happens if the model treats the submitted figure as USD?

AThe TIV is USD 850M — Japanese assets are frequently valued at high dollar figures
BThe correct TIV is approximately USD 5.7M (JPY 850M ÷ ~150). If the model treats this as USD 850M, the location appears as the most valuable single asset in the portfolio — inflating its contribution to AAL and EP curve by a factor of ~150. The financial output for this location becomes completely unreliable.
CThe model will automatically detect the currency from the country code and apply the correct conversion
DThe correct TIV cannot be determined without additional information about the specific asset type

3. For MGA-036 (Istanbul Mixed Use Tower, USD 45M TIV), the construction is listed as "Mixed" and coordinates are given to 2 decimal places. Why are these two gaps particularly consequential for this specific location?

AThey are minor issues "Mixed" construction is a recognised class in most models, and 2dp coordinates are sufficient for a city of Istanbul's size
BIstanbul sits on the North Anatolian Fault with a high earthquake probability. Construction class determines vulnerability — "Mixed" forces a default that could be a factor of 2–3 away from the true class. At 2dp coordinate precision (±1km), the model cannot distinguish between locations on hard rock and soft alluvial soil — a factor that alone can double or triple earthquake losses. Together these two gaps mean the USD 45M location's earthquake AAL could be wrong by a factor of 2–5.
CThe gaps matter for wind and flood modelling only Istanbul's earthquake hazard is too low for construction class to be material
DThe coordinate precision is the only issue construction class "Mixed" has a well-calibrated default in Turkish earthquake models

4. In the SOV chain of custody, at which stage are most data quality problems typically introduced and why?

AAt the cat modelling team stage, when data is reformatted for model input
BAt the broker stage, when property data from the insured created for facilities management or accounting, not insurance — is extracted and translated into submission format. Fields that the insured's system does not capture, or captures differently, become blank or incorrectly formatted entries in the SOV.
CAt the insured stage, because companies deliberately understate property values to reduce premiums
DAt the reinsurance stage, when multiple cedant submissions are aggregated

5. You run the Meridian diagnostic and find 15 UK locations with addresses formatted as "c/o [Company Name], [London postcode]." What specific risk does this create and what action should you take?

ANo risk, UK commercial properties are legally registered at company addresses for insurance purposes
BExclude these 15 records, they cannot be geocoded from a company address
CThese are almost certainly mailing addresses rather than physical risk locations. Geocoding them places all 15 risks at a London postcode regardless of where the actual insured properties are. The model assigns London wind, flood, and subsidence hazard to properties that may be in Birmingham, Manchester, or Edinburgh. Request physical property addresses from Ardent Re before modelling.
DUse the London postcode as a conservative proxy, London hazard scores are likely higher than regional locations